Capula Management Ltd Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$2.8T
Holdings
142
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (142 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | TXNTEXAS INSTRS INC | 55,501 | $5.5B | 0.20% | Put |
| 102 | CLXCLOROX CO DEL | 30,000 | $5.2B | 0.19% | Put |
| 103 | ATVIEURACTIVISION BLIZZARD INC | 82,210 | $4.9B | 0.18% | Put |
| 104 | SLBSCHLUMBERGER LTD | 359,568 | $4.8B | 0.17% | Put |
| 105 | MRO*MARATHON OIL CORP | 1,455,404 | $4.8B | 0.17% | Put |
| 106 | —BARCLAYS BK PLC | 100,000 | $4.6B | 0.17% | Put |
| 107 | BABOEING CO | 31,000 | $4.6B | 0.17% | Put |
| 108 | HPEHEWLETT PACKARD ENTERPRISE C | 468,540 | $4.5B | 0.16% | Put |
| 109 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 37,500 | $4.4B | 0.16% | Put |
| 110 | GILDGILEAD SCIENCES INC | 56,361 | $4.2B | 0.15% | Put |
| 111 | METMETLIFE INC | 135,477 | $4.1B | 0.15% | Put |
| 112 | MNSTMONSTER BEVERAGE CORP NEW | 70,000 | $3.9B | 0.14% | Put |
| 113 | UALUNITED AIRLS HLDGS INC | 119,569 | $3.8B | 0.14% | Put |
| 114 | PYPLPAYPAL HLDGS INC | 38,591 | $3.7B | 0.13% | Put |
| 115 | DBXDROPBOX INC | 195,430 | $3.5B | 0.13% | Put |
| 116 | FCXFREEPORT-MCMORAN INC | 500,000 | $3.4B | 0.12% | Call |
| 117 | EMREMERSON ELEC CO | 67,855 | $3.2B | 0.12% | Put |
| 118 | KHCKRAFT HEINZ CO | 129,390 | $3.2B | 0.12% | Put |
| 119 | AMATAPPLIED MATLS INC | 67,500 | $3.1B | 0.11% | Call |
| 120 | EXPEEXPEDIA GROUP INC | 52,813 | $3.0B | 0.11% | Put |
| 121 | LUVSOUTHWEST AIRLS CO | 80,500 | $2.9B | 0.10% | Call |
| 122 | DOWDOW INC | 97,643 | $2.9B | 0.10% | Put |
| 123 | PANWPALO ALTO NETWORKS INC | 17,390 | $2.9B | 0.10% | Put |
| 124 | GENNORTONLIFELOCK INC | 150,000 | $2.8B | 0.10% | Put |
| 125 | GWWGRAINGER W W INC | 11,160 | $2.8B | 0.10% | Put |
| 126 | CLCOLGATE PALMOLIVE CO | 40,200 | $2.7B | 0.10% | Put |
| 127 | XYZSQUARE INC | 50,000 | $2.6B | 0.09% | Call |
| 128 | ICEINTERCONTINENTAL EXCHANGE IN | 29,593 | $2.4B | 0.09% | Put |
| 129 | DYHTARGET CORP | 25,000 | $2.3B | 0.08% | Call |
| 130 | MXIMMAXIM INTEGRATED PRODS INC | 43,800 | $2.1B | 0.08% | Put |
| 131 | KELKELLOGG CO | 35,300 | $2.1B | 0.08% | Put |
| 132 | DFSEURDISCOVER FINL SVCS | 58,010 | $2.1B | 0.07% | Put |
| 133 | AMGNAMGEN INC | 10,000 | $2.0B | 0.07% | Put |
| 134 | HONHONEYWELL INTL INC | 15,000 | $2.0B | 0.07% | Call |
| 135 | ADPAUTOMATIC DATA PROCESSING IN | 14,570 | $2.0B | 0.07% | Put |
| 136 | AALAMERICAN AIRLS GROUP INC | 119,499 | $1.5B | 0.05% | Put |
| 137 | TRVCCITIGROUP INC | 32,387 | $1.4B | 0.05% | Put |
| 138 | OXYOCCIDENTAL PETE CORP | 96,973 | $1.1B | 0.04% | Put |
| 139 | AVBAVALONBAY CMNTYS INC | 7,210 | $1.1B | 0.04% | Put |
| 140 | LENLENNAR CORP | 20,000 | $764.0M | 0.03% | Call |
| 141 | PAYXPAYCHEX INC | 6,500 | $409.0M | 0.01% | Call |
| 142 | KMIKINDER MORGAN INC DEL | 10,747 | $150.0M | 0.01% | Put |
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